Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-23 0.372819 0.410745 0.452315 0.501521 0.558511 0.622854 0.701578
2025-03-02 0.315731 0.361633 0.414817 0.481707 0.564624 0.665445 0.799559
2025-03-09 0.286794 0.338800 0.401815 0.485178 0.594735 0.737080 0.941808
2025-03-16 0.270125 0.327825 0.400560 0.501292 0.641108 0.834790 1.136183
2025-03-23 0.253447 0.314512 0.394080 0.508680 0.675564 0.920583 1.331330
2025-03-30 0.237898 0.300828 0.385172 0.510867 0.701905 0.997751 1.530169
2025-04-06 0.223089 0.286617 0.373831 0.507697 0.718983 1.062395 1.723048
2025-04-13 0.205167 0.266605 0.352423 0.487018 0.705505 1.073906 1.820668
2025-04-20 0.195995 0.258143 0.346763 0.489421 0.729116 1.152324 2.070191
2025-04-27 0.187315 0.249687 0.340284 0.489614 0.748623 1.226245 2.332876
2025-05-04 0.179303 0.241613 0.333654 0.488703 0.765746 1.298292 2.615476
2025-05-11 0.172935 0.235526 0.329531 0.491369 0.789395 1.387472 2.974145
2025-05-18 0.162835 0.223475 0.315646 0.476861 0.780431 1.409700 3.172641
2025-05-25 0.152763 0.210933 0.300200 0.458343 0.761572 1.407182 3.301397
2025-06-01 0.148036 0.206370 0.297252 0.461558 0.785934 1.507532 3.796769
2025-06-08 0.145992 0.205831 0.300744 0.476570 0.836271 1.681585 4.652395
2025-06-15 0.142546 0.202847 0.299917 0.483445 0.870444 1.824508 5.507736
2025-06-22 0.138490 0.198646 0.296726 0.485477 0.894257 1.946487 6.385777
2025-06-29 0.133880 0.193307 0.291234 0.482520 0.906323 2.038974 7.218726
2025-07-06 0.126924 0.183809 0.278001 0.463243 0.877961 2.005865 7.367194
2025-07-13 0.123829 0.180576 0.275600 0.465483 0.901237 2.137227 8.605874
2025-07-20 0.120607 0.176978 0.272335 0.465662 0.919540 2.258773 9.965459
2025-07-27 0.117425 0.173305 0.268723 0.464812 0.935177 2.376834 11.507993